Persistent random walks in random environment
Copyright policy )Persistent random walks in random environment
A persistent random walk is a Markov - chain of order two on \({\mathbb{Z}}^ d\), having transition probabilities \[ {\mathcal P}(X_{n+1}=z+u'| X_ n=z,\quad X_{n-1}=z-u)=\gamma^{(z)}_{u,u'}. \] The persistency matrices \(\gamma^{(z)}\) are random and the collection of them forms the random environment. Under some physically natural conditions on the random environment we prove the central limit theorem for the trajectory of the random walker. The proof relies essentially on a martingale approximation.
- University of Bristol United Kingdom
Special processes, Sums of independent random variables; random walks, random environment, persistent random walk, central limit theorem, Central limit and other weak theorems, weak convergence, martingale approximation
Special processes, Sums of independent random variables; random walks, random environment, persistent random walk, central limit theorem, Central limit and other weak theorems, weak convergence, martingale approximation
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